+568.9%
KGC vs DAR
+269.9%
+298.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -3.9% | -5.5% |
| 7D | +8.0% | -3.8% | +11.9% | +8.6% |
| 30D | -9.3% | -14.4% | +5.1% | -7.3% |
| 3M | -21.3% | -17.9% | -3.4% | -19.3% |
| 6M | -31.5% | -18.3% | -13.2% | -29.9% |
| YTD | -23.2% | +43.2% | -66.5% | -28.6% |
| 1Y | -15.0% | +57.7% | -72.7% | -22.2% |
| 3Y | +328.7% | +22.7% | +306.0% | +298.1% |
| 5Y | +262.9% | -34.0% | +296.9% | +270.1% |
| 10Y | +568.9% | +279.5% | +289.4% | +489.6% |
| All | +568.9% | +269.9% | +298.9% | +489.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling